scientific article; zbMATH DE number 529786
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Publication:4285552
zbMath0793.62049MaRDI QIDQ4285552
Publication date: 24 March 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
threshold autoregressive modelsnon-stationaryimproved modelLevinson-Durbin algorithmnonlinear time series modelingadaptive model identification methodadaptive sequential segmentationsautomatic sequential fitting of piece- wise stationary modelsspline-fitting approach
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12) Sequential statistical analysis (62L10) Probabilistic methods, stochastic differential equations (65C99)
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